+454.2%
MDLZ vs BBWI
+370.4%
+83.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | -2.1% | -5.2% | +3.1% | -1.6% |
| 3M | +1.3% | +11.1% | -9.8% | -0.5% |
| 6M | +6.2% | -13.4% | +19.6% | +7.0% |
| YTD | +15.8% | +0.1% | +15.7% | +14.1% |
| 1Y | +4.1% | -36.1% | +40.2% | +7.9% |
| 3Y | -4.1% | -44.1% | +40.0% | -2.1% |
| 5Y | +13.4% | -66.2% | +79.6% | +20.6% |
| 10Y | +75.7% | -54.8% | +130.5% | +60.7% |
| All | +454.2% | +370.4% | +83.8% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling